Tag Manager can be a bit of a handful to work with if you're not used to it & fairly tech aware. If you don't need what it brings, I'd be inclined to just cut & paste the required code into your website. If you want to use Analytic audiences to remarket (i. e. all users who've been to your site, not just be Ads), you need to create the audience via admin section of Analytics, then you can import it into Ads. It will need to a certain number of members before you can use it. Alternatively Ads maintains it's own list of visitors via Ads which can be easier to use, albeit just a subset of visitors. You should cut/paste remarketing code onto your website &/or create tag in TM.
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